The Schlage Sense deadbolts (locks) absolutely do work remotely using the Apple TV as a bridge. I have 100% success using it that way.
The Schlage Sense deadbolts are powered by batteries therefore they use Bluetooth LE (Low Energy) to communicate. When an iPhone/iPad/iPod Touch is within range of the deadbolt it will communicate directly with the deadbolt using Bluetooth. If you want to communicate with the deadbolt but your device is not within range then the deadbolt requires a bridging device. That is where the Apple TV comes in. The Apple TV, because it can connect to Bluetooth devices and is Wi-Fi enabled, acts as a bridge between the deadbolt and your Wi-Fi network. In that situation, the deadbolt will connect to iCloud, again using the Apple TV as the bridge, so when you send commands from your devices they will do so using iCloud.
The key here is that your deadbolt has to be able to communicate with your Apple TV and you must be using iCloud and especially have iCloud Keychain enabled (required to ensure a secure connection).
To test this with an iPhone, disable both Wi-Fi and Bluetooth on the iPhone but make sure you have mobile data enabled and a connection to your mobile network. Try to lock or unlock your deadbolt. If nothing happens try moving the Apple TV from its current location to someplace very close to the deadbolt. Test again. If you still are not having success then one or more of your settings on the iPhone is set incorrectly. If you do have success then you know that the Apple TV's normal location is too far to communicate with the deadbolt.
If the problem is distance the one thing you can do is buy another bridging device. The easiest thing to buy in that case is another Apple TV (possibly the lower cost Apple TV 3) to act as that bridging device. Or, you could look for Bluetooth bridging devices to hit the market if they haven't already. One of the new features of HomeKit introduced with iOS 9 was that device manufacturers could build Bluetooth bridging devices to solve just this kind of problem.